Take the 2-minute tour ×
MathOverflow is a question and answer site for professional mathematicians. It's 100% free, no registration required.

Consider a Polya urn model in which we have $N$ balls of which $k$ are black and the rest are white. We repeatedly draw balls (without replacement) in "batches" of size $m$ (assume $m$ divides $N$), and are interested in the probability that every batch contains fewer than $t$ black balls.

It is not too hard to write out an expression for the above probability. But I am looking for a closed-form expression, or at least nice upper/lower bounds on the probability in question. (Feel free to assume $N$ large if that helps.)

This seems like it should be a well studied question in reliability engineering, but I have not found any references. Can anyone help?

share|improve this question
    
One special case was asked here: mathoverflow.net/questions/130115/probability-calculation –  Douglas Zare May 14 '13 at 16:52

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Browse other questions tagged or ask your own question.